Using OnMarketData() on Historical data with a recording engine

June 15th, 2010, 07:53 PM

I went on their website, but there's no executable file. I know that this doesn't have to do with the gom recorder, but is anyone willing to share how its setup?

In terms of Gomi's work, it doesn't seem i can use it anymore anyways because of all the issues with ninja. Im forced to use a different platform for now.

June 16th, 2010, 04:05 AM

aviat72

While trying to develop something similar to your Volume Ladder, I felt that CalculateOnBarClose should be true, since all the live data is based on MarketData event. However, when rebuilding the information, I had an off by one error since the bar on which the data-was to be plotted was already completed before the Gom functions were call. I offset it by one, but then faced a problem when transitioning from historical to live data. The bar which is currently being built was part historical and part real-time.

Will the new updates help in the transition? I am not sure whether the setting for the CalculateOnBarClose would make any difference in overall performance for the Gom based indicators but wanted to optimize as much as I could.

I think you should keep CalculateOnBarClose to false... If you override Plot() method then new version is of no importance, but fo r best performance(on historiocla data) if you use OnBarUpdate-like code you should put bar init code in GomOnBarUpdate() and plotting code in GomOnBarUpdateDone()

June 16th, 2010, 04:08 AM

LukeGeniol

Ja, I done it first.

Thanks.

Luke.

Does it look like
-SYMBOL DATE PRICE TICKVOL BID ASK
@ES# 04/20/2009 16:30:00 831.50000 50 831.50000 831.50000
@ES# 04/20/2009 16:30:00 831.50000 32 831.50000 831.50000
@ES# 04/20/2009 16:30:00 831.50000 30 831.50000 831.50000
@ES# 04/20/2009 16:30:00 831.50000 25 831.50000 831.50000
@ES# 04/20/2009 16:30:00 831.50000 25 831.50000 831.50000

June 16th, 2010, 04:18 AM

gomi

Does it look like
-SYMBOL DATE PRICE TICKVOL BID ASK
@ES# 04/20/2009 16:30:00 831.50000 50 831.50000 831.50000
@ES# 04/20/2009 16:30:00 831.50000 32 831.50000 831.50000
@ES# 04/20/2009 16:30:00 831.50000 30 831.50000 831.50000
@ES# 04/20/2009 16:30:00 831.50000 25 831.50000 831.50000
@ES# 04/20/2009 16:30:00 831.50000 25 831.50000 831.50000

ja but the date is in different format M/D/Y.

Luke.

June 16th, 2010, 04:24 AM

So it should work then.... Dunno if anybody else has the problem...

June 16th, 2010, 04:32 AM

gomi

So it should work then.... Dunno if anybody else has the problem...

sorry, I see now that the date is in the same format.....ops

Thanks.

Luke.

July 8th, 2010, 10:09 PM

Is there a way to force the Gom Recorder to write all buffered data before a shut down?

I was sending Gom Data to a collaborator and then restated & see this. If I do not restart then the file stored has a much earlier time stamp & was uncertain if all data accumulated would be included in the sent file.

July 9th, 2010, 04:24 AM

Hi,

I don't know why this happens because the recorder doesn't buffer data : it flushes after every tick
bw.Flush();

July 26th, 2010, 05:51 PM

cclsys

Gomi or anyone else. I have tried to apply the Recorder to EdsVolPriceBars but it won't accept the GomOnMarketUpdate so I am stumped. It runs as is (without it inserted) but doesn't record.

The relevant line (I think) is:

"
protected override void OnMarketData(MarketDataEventArgs e)

"

I have tried putting in:
"
protected override void GomOnMarketData(MarketDataEventArgs e)
"
to no avail.

Any suggestions?

I'm just wondering: did you ever get this working, or did anyone? I am interested in a Gomi version of this particular indicator, if it exists...

Thanks!

October 7th, 2010, 09:50 AM

Hi All,

Trying out the recorder from post 31.

Its recording OK with binary setting but will not record data with millisec setting.

Does anyone have this working in NT7???

Thanks,

RJay

UPDATE:

Well, I got it working sort of.

If I record using GomCD indicator, then the historic data can be accessed with my indicators.

Don't know why... But it works.

Using OnMarketData() on Historical data with a recording engine

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Using OnMarketData() on Historical data with a recording engine